I cable tie my quick releases shut -- it won't stop a determined theif, but it will disuade a casual vandal who thinks "Wouldn't it be funny to steal this guy's wheels?", which is my concern. (Not saying it is nesc a solution for you though)
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OxinaboxMay 25 at 0:48

It depends on how aggressive you ride. If you are a casual rider and rarely do many jumps or drops then they should work just fine. I am a pretty aggressive rider and have snapped more than my fair share of skewers trying to keep the wheel in place. I have also snapped a number of hollow axles because they are just not strong enough for the riding I do. So I switched to solid axles which are stronger (ultimately cheaper too). I have never had a problem with theft since I lock my both wheels with the frame.

If solid axles are not what you are looking for, I like the pitlock (that doesnt have the hex outer body), they can both be removed by a determined thief with a pipe-wrench, but the inactive side is smaller and harder to grip. Either one will hold the wheel in place about the same though.

Also besides the jumps/drops (which might not be a big issue if the dropouts are horizontal, not sure about it), there is the 'skidding' factor, although skidding actually creates a force pulling the axle to the front of the bicycle. Those threaded axle positioners might help, I think.
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heltonbikerMay 9 '12 at 0:44

Like #heltonbiker says, use a chain tug for positioning and the QR axle to hold the wheel. I do that on my hub geared bikes and it works fine. There are a few questions on this site talking about chain tugs.
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KohiMay 14 '12 at 22:14

I was looking into a similar thing today, and the Pitlock FAQ specifically states:

"If you have horizontal dropouts on your bike's rear wheel (horizontal and open at the rear), we dissuade you from using the Pitlock system.

Usually (almost) all rear wheels are assembled in vertical dropouts (opening diagonally towards the bottom). Here the assembly with PITLOCK works without problems. "

Thus, the manufacturer states for track dropouts that you should not use Pitlock skewers. I suspect the same is true for other manufacturers, but I have not checked.

As for allen keys, its slightly harder than a quick release, but its safe to assume an allen key or hex nut or similar standard non-security skewer is not much safer than a quick release -- any thief can/will have tools to remove it very quickly.